adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Added Tests for Binance Liquidation price, shortened liquidation param names

Browse Source
This commit is contained in:
Arunavo Ray
2021-09-19 11:16:41 +05:30
committed by Sam Germain
parent f9a2d1a71d
commit 3709130eb7
2 changed files with 83 additions and 72 deletions
Download Patch File Download Diff File Expand all files Collapse all files

74
tests/leverage/test_liquidation_price.py
View File

@@ -1,3 +1,5 @@
from math import isclose
import pytest
from freqtrade.enums import Collateral, TradingMode
@@ -46,7 +48,14 @@ def test_liquidation_price_is_none(
is_short,
leverage,
trading_mode,
collateral
collateral,
1535443.01,
71200.81144,
-56354.57,
135365.00,
3683.979,
1456.84,
0.10,
) is None
@@ -80,34 +89,35 @@ def test_liquidation_price_exception_thrown(
@pytest.mark.parametrize(
'exchange_name,open_rate,is_short,leverage,trading_mode,collateral,result', [
# Binance
('binance', "2.0", False, "1.0", margin, cross, 1.0),
('binance', "2.0", False, "1.0", futures, cross, 1.0),
('binance', "2.0", False, "1.0", futures, isolated, 1.0),
# Kraken
('kraken', "2.0", True, "3.0", margin, cross, 1.0),
('kraken', "2.0", True, "3.0", futures, cross, 1.0),
# FTX
('ftx', "2.0", False, "3.0", margin, cross, 1.0),
('ftx', "2.0", False, "3.0", futures, cross, 1.0),
]
)
def test_liquidation_price(
exchange_name,
open_rate,
is_short,
leverage,
trading_mode,
collateral,
result
):
# assert liquidation_price(
# exchange_name,
# open_rate,
# is_short,
# leverage,
# trading_mode,
# collateral
# ) == result
return # Here to avoid indent error
'exchange_name, open_rate, is_short, leverage, trading_mode, collateral, wallet_balance, '
'mm_ex_1, upnl_ex_1, maintenance_amt, position, entry_price, '
'mm_rate, expected',
[
("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.ISOLATED, 1535443.01, 71200.8114,
-56354.57, 135365.00, 3683.979, 1456.84, 0.10, 1114.78),
("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.ISOLATED, 1535443.01, 356512.508,
-448192.89, 16300.000, 109.488, 32481.980, 0.025, 18778.73),
("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.CROSS, 1535443.01, 71200.81144,
-56354.57, 135365.00, 3683.979, 1456.84, 0.10, 1153.26),
("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.CROSS, 1535443.01, 356512.508,
-448192.89, 16300.000, 109.488, 32481.980, 0.025, 26316.89)
])
def test_liquidation_price(exchange_name, open_rate, is_short, leverage, trading_mode, collateral,
wallet_balance, mm_ex_1, upnl_ex_1,
maintenance_amt, position, entry_price, mm_rate,
expected):
assert isclose(round(liquidation_price(
exchange_name=exchange_name,
open_rate=open_rate,
is_short=is_short,
leverage=leverage,
trading_mode=trading_mode,
collateral=collateral,
wallet_balance=wallet_balance,
mm_ex_1=mm_ex_1,
upnl_ex_1=upnl_ex_1,
maintenance_amt=maintenance_amt,
position=position,
entry_price=entry_price,
mm_rate=mm_rate
), 2), expected)